Statistics Assignment Help With Relation Between F And x2

Proof:

We have

Which is the probability density function of chi square distribution with n1 degrees of freedom.

12.5.5 F test for testing the significance of an observed multiple correlation coefficient

If R is the observed multiple correlation coefficient of a variate with k other variates in a random sample of size n from a (k+1) variate population, then Prof. R.A. Fisher proved that under the null hypothesis (H0
) that the multiple correlation coefficient in the population is zero, the statistic